Market Data Systems Manager recruitment
Market Data Systems Manager
This role is to lead one of the main Strategic Components streams within the Strategic Front to Back Risk Program (SRP). This stream “Market Data Infrastructure” is responsible for the rationalization of the entire ‘front to back’ workflow of market data from the moment it is captured to validation, storage and subsequent usage of that information.
This stream (and therefore this role) will be responsible for a number of different technology efforts that fall within this scope. Some functions exist today (and will be evolved), and others will need to be created.
Specifically, the objective is to manage the non-functional components that will enable the management of front to back market data lifecycle:
Creation of a generic framework to allow efficient capture of internal market data?
Creation of a generic framework to allow capture of external data feeds?
Working with MDAM (Market Data Analysis Modeling) to provide a flexible mechanism to validate the captured market data (in the context of analytical “correctness”)?
Working with MDAM and QS (Quantitative Strategists) to provide a central market object building process (to pre-build defined market objects) including perturned objects representing common scenarios?
Working with MDAM and other IT groups to create an efficient data model that is normalized against both the analytics suite and other reference and trade data repositories?
A global cache that can provide efficient retrieval of market data objects?
The retirement of all the existing legacy components and systems
This stream will involve a number of sub-streams that will operate in parallel. In addition, efficient communication with other SRP stream will be crucial in order to share requirements on common components and frameworks. Co-ordination of these efforts will be complex, as the scope involves a number of very different challenges.
Send resumes to Cory at cory@gmsadvisors.com / cory (at) gmsadvisors.com